+139.2%
UAL vs ALK
-25.3%
+164.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +1.1% |
| 7D | +0.7% | -0.7% | +1.4% | +1.4% |
| 30D | -16.1% | -19.2% | +3.1% | +1.1% |
| 3M | +6.1% | -1.5% | +7.7% | +6.4% |
| 6M | +10.8% | -13.1% | +23.9% | +22.5% |
| YTD | -0.4% | -16.4% | +16.0% | +13.2% |
| 1Y | +5.0% | -33.1% | +38.1% | +44.4% |
| 3Y | +124.0% | +0.6% | +123.4% | +98.6% |
| All | +139.2% | -25.3% | +164.4% | +197.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling